I have come across this issue with Chinese language and I got to the point that your phone has to support the relevant character set. the solution would be to upload the character set for the target language otherwise it won't do any convestion.

I ve worked with Arabic language (And i don't know diff betw farsi/urdu/arabic...). That time too I faced same problem with nokia Device and emulator. Better you use sony/samsung SDK for development they support non -English languages. And phone used for testing should also support that language.Nokia hansets are very language specific whereas SE and Samsumng, Motorola generally support all major languages.